The following pages link to (Q4331760):
Displayed 50 items.
- Blind channel identification via stochastic approximation: constant step-size algorithms (Q1605401) (← links)
- Statistical study of asymmetry in cell lineage data (Q1615169) (← links)
- Computation of sensitivities for the invariant measure of a parameter dependent diffusion (Q1617256) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Descent algorithm for nonsmooth stochastic multiobjective optimization (Q1687314) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- Generalization of a result of Fabian on the asymptotic normality of stochastic approximation (Q1716693) (← links)
- Popularity signals in trial-offer markets with social influence and position bias (Q1754150) (← links)
- Adaptive designs and Robbins-Monro algorithm (Q1776861) (← links)
- On the convergence of reinforcement learning (Q1779805) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- Convergence of a stochastic approximation version of the EM algorithm (Q1807177) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- Central limit theorems for iterated random Lipschitz mappings. (Q1879811) (← links)
- Convergence rate of linear two-time-scale stochastic approximation. (Q1879892) (← links)
- Practical drift conditions for subgeometric rates of convergence. (Q1879912) (← links)
- Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains (Q1935439) (← links)
- Recursive estimation of the conditional geometric median in Hilbert spaces (Q1950915) (← links)
- Parameters estimation for asymmetric bifurcating autoregressive processes with missing data (Q1952227) (← links)
- Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control (Q1962225) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
- The stochastic approximation method for estimation of a distribution function (Q2261928) (← links)
- Nonlinear randomized urn models: a stochastic approximation viewpoint (Q2274219) (← links)
- Dwell-time control sets and applications to the stability analysis of linear switched systems (Q2279548) (← links)
- Inference for the degree distributions of preferential attachment networks with zero-degree nodes (Q2305987) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- On the multi-dimensional elephant random walk (Q2315149) (← links)
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms (Q2317311) (← links)
- Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach (Q2318100) (← links)
- Conditional quantile sequential estimation for stochastic codes (Q2321791) (← links)
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
- Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
- On the almost sure convergence of adaptive allocation procedures (Q2348729) (← links)
- An adaptive scheme for the approximation of dissipative systems (Q2381971) (← links)
- Random rounded integer-valued autoregressive conditional heteroskedastic process (Q2392711) (← links)
- A generalized urn with multiple drawing and random addition (Q2414949) (← links)
- Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality (Q2417985) (← links)
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm (Q2456019) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- On non-ergodic asset prices (Q2464015) (← links)
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging (Q2475031) (← links)
- The theta-dependence coefficient and an almost sure limit theorem for random iterative models (Q2482127) (← links)
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications (Q2485756) (← links)
- Avoidance of traps in stochastic approximation (Q2503522) (← links)
- Linear stochastic approximation driven by slowly varying Markov chains (Q2503529) (← links)
- Estimation of the shift parameter in regression models with unknown distribution of the observations (Q2509809) (← links)
- An urn model of Diaconis (Q2571702) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)